Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47914.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46519.83 Kr¶

PnL: ---------------------------------------> -368.74 Kr¶

DD now: ---------------------------------> -1.47 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:13:41.421858'

Anic Portfolio¶

Today¶

Return: -0.144 %¶

This Week¶

Return: 0.004 %¶

Total¶

Return: 56.861 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.130000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 -1.230000 2803.500000 167.500000 6.350000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 0.370000 635.430000 58.430000 10.130000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
HMS Networks 2 -1.120000 709.200000 36.200000 5.380000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.790000 389.900000 34.900000 9.830000 355.000000
Boozt 12 -0.070000 1687.200000 33.200000 2.010000 1653.999996
SAAB B 8 0.190000 3409.600000 32.600000 0.970000 3377.000000
Resurs Holding 22 0.470000 606.540000 32.540000 5.670000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.620000 543.000000 16.000000 3.040000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.770000 578.550000 14.550000 2.580000 564.000000
Coor Service Management Hold. 8 -0.150000 546.000000 14.000000 2.630000 532.000000
Securitas B 6 0.620000 583.560000 13.560000 2.380000 570.000000
OEM International B 7 -1.030000 539.000000 11.000000 2.080000 527.999997
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.780000 550.250000 4.250000 0.780000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.480000 247.680000 1.680000 0.680000 246.000000
Nordea Bank Abp 29 0.250000 3452.740000 -1.260000 -0.040000 3453.999992
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 -0.330000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
Essity A 4 -1.240000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -2.960000 558.000000 -36.570000 -6.150000 594.565215
Sampo Oyj SDB 7 -1.280000 3794.000000 -56.000000 -1.450000 3850.000000
Vivesto 1368 -2.180000 539.540000 -73.460000 -11.980000 612.999432
Axfood 13 -0.570000 3640.000000 -116.000000 -3.090000 3756.000001
Fasadgruppen Group 35 3.300000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -1.130000 1423.800000 -240.200000 -14.440000 1663.999992
Ovzon 52 -1.070000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46519.830000 -368.740000 -1.47049% 46888.564618

Updated:¶

'2023-01-24 11:13:54.350145'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶